Zach had no idea how Cora ended up in his arms after they went to bed with Isabella sleeping in between them.
She has a boyfriend. And since she unconsciously slipped into his arms, he told himself the right thing for him to do is to carefully extract his arm from under her head so she wouldn't feel embarrassed when she wakes up.
While Zach was in his thoughts, wondering if he should let Cora sleep a little bit more or remove his arm from under her head, Cora had already woken up, also wondering how she ended up in Zach's arms when Isabella was supposed to be sleeping between them.
She could hear Isabella's voice talking to herself somewhere in the room. Since she knew her daughter does that a lot, especially when she is playing with her toys, Cora was not worried, maybe she was talking to her stuff unicorn she thought and concentrated on how she would get herself out of Zach's arms without waking him up